ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS
| Year of publication: |
2000
|
|---|---|
| Authors: | Nabeya, Seiji |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 16.2000, 02, p. 200-230
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |